Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.553 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47427.04 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46029.02 Kr¶

PnL: ---------------------------------------> -859.55 Kr¶

DD now: ---------------------------------> -2.473 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 11:30:11.559956'

Anic Portfolio¶

Today¶

Return: -0.211 %¶

This Week¶

Return: -0.211 %¶

Total¶

Return: 55.264 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.270000 3100.000000 173.000000 5.910000 2927.000000
HMS Networks 2 -1.230000 770.400000 97.400000 14.470000 673.000000
Nordea Bank Abp 29 0.430000 3529.880000 75.880000 2.200000 3453.999992
HEBA B 70 -3.610000 2709.000000 73.000000 2.770000 2636.000010
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
SAAB B 8 -0.120000 3416.000000 39.000000 1.150000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -5.970000 384.000000 29.000000 8.170000 355.000000
AcadeMedia 12 0.990000 585.120000 28.120000 5.050000 557.000004
Resurs Holding 22 -1.370000 601.700000 27.700000 4.830000 573.999998
Swedbank A 3 -0.330000 587.400000 23.400000 4.150000 564.000000
OEM International B 7 -0.130000 546.700000 18.700000 3.540000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.730000 579.600000 17.600000 3.130000 562.000005
Norva24 Group 16 -0.110000 559.360000 16.360000 3.010000 543.000000
Intrum 4 -1.310000 540.800000 13.800000 2.620000 527.000000
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Corem Property Group B 59 -5.380000 580.560000 3.560000 0.620000 576.999999
Creaspac SPAC 6 -0.310000 579.600000 2.600000 0.450000 577.000002
Securitas B 6 -2.710000 572.040000 2.040000 0.360000 570.000000
Samhällsbyggnadsbo. i Norden D 12 -4.010000 246.720000 0.720000 0.290000 246.000000
Coor Service Management Hold. 8 -2.000000 530.000000 -2.000000 -0.380000 532.000000
Handelsbanken A 5 0.320000 542.000000 -4.000000 -0.730000 546.000000
Midsona B 63 -0.670000 563.850000 -19.150000 -3.280000 582.999984
Boozt 12 -2.230000 1633.200000 -20.800000 -1.260000 1653.999996
CTEK 13 -1.330000 502.840000 -31.160000 -5.840000 533.999999
Essity B 2 0.900000 539.200000 -34.800000 -6.060000 574.000000
International Petroleum Corp. 5 -2.610000 559.000000 -35.570000 -5.980000 594.565215
Sampo Oyj SDB 7 0.740000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 1.480000 562.250000 -50.750000 -8.280000 612.999432
Essity A 4 1.120000 1086.000000 -63.000000 -5.480000 1149.000000
Fasadgruppen Group 35 1.140000 3731.000000 -80.000000 -2.100000 3810.999990
Beijer Electronics Group 26 3.180000 2870.400000 -100.600000 -3.390000 2971.000006
OX2 18 0.680000 1455.300000 -208.700000 -12.540000 1663.999992
Axfood 13 1.610000 3523.000000 -233.000000 -6.200000 3756.000001
Ovzon 52 -2.060000 2724.800000 -637.200000 -18.950000 3361.999992
TOTAL 46029.020000 -859.550000 -2.47348% 46888.564618

Updated:¶

'2023-01-30 11:30:25.189998'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶